+37,071.2%
ADI vs THC
+508.9%
+36,562.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -3.8% | +1.3% | -5.1% | -4.0% |
| 3M | -15.3% | +64.2% | -79.5% | -22.0% |
| 6M | +6.7% | +8.3% | -1.6% | +4.5% |
| YTD | +34.8% | +33.4% | +1.4% | +27.5% |
| 1Y | +49.0% | +37.7% | +11.4% | +40.0% |
| 3Y | +108.1% | +236.8% | -128.7% | +68.3% |
| 5Y | +142.4% | +249.3% | -106.8% | +90.2% |
| 10Y | +589.9% | +995.2% | -405.3% | +309.6% |
| All | +37,071.2% | +508.9% | +36,562.3% | +15,925.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling